Lévy flights as an underlying mechanism for global optimization algorithms

Details Lévy flights as an underlying mechanism for global optimization algorithms Lévy flights as an underlying mechanism for global optimization algorithms

2001-06-04

arxiv.org/abs/math-ph/0106003v1

Physics

Mathematical Physics

8 pages, 3 figures, LaTeX 2.09, requires kaeog.sty style file (included). Presented on V Domestic Conference "Evolutionary Alg

Scientific paper

In this paper we propose and advocate the use of the so called L\'evy flights as a driving mechanism for a class of stochastic optimization computations. This proposal, for some reasons overlooked until now, is - in author's opinion - very appropriate to satisfy the need for algorithm, which is capable of generating trial steps of very different length in the search space. The required balance between short and long steps can be easily and fully controlled. A simple example of approximated L\'evy distribution, implemented in FORTRAN 77, is given. We also discuss the physical grounds of presented methods.

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